Applications of the matrix operators vech and vec
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Publication:1115061
DOI10.1016/0024-3795(88)90143-7zbMath0664.62049OpenAlexW2089013973MaRDI QIDQ1115061
Publication date: 1988
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(88)90143-7
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hermitian, skew-Hermitian, and related matrices (15B57) Basic linear algebra (15A99)
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Further results on the vecd operator and its applications, The information matrix of a sample of observations with missing data from a mutlivariate normal distribution with a covariance structure
Cites Work
- Missing data in the one-population multivariate normal patterned mean and covariance matrix testing and estimation problem
- Asymptotic nonnull distributions for likelihood ratio statistics in the multivariate normal patterned mean and covariance matrix testing problem
- The commutation matrix: Some properties and applications
- On some pattern-reduction matrices which appear in statistics
- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
- Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
- Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances